-22.9%
GIS vs APA
+177.1%
-199.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.0% | -4.6% | -1.7% |
| 7D | -8.6% | +0.3% | -8.9% | -8.6% |
| 30D | -0.5% | +9.3% | -9.8% | -0.7% |
| 3M | +11.9% | +23.3% | -11.4% | +11.3% |
| 6M | -11.6% | +39.5% | -51.1% | -12.5% |
| YTD | -16.3% | +87.6% | -103.9% | -18.0% |
| 1Y | -21.8% | +114.2% | -136.0% | -23.6% |
| 3Y | -35.7% | +13.6% | -49.2% | -36.6% |
| 5Y | -22.9% | +175.6% | -198.5% | -26.9% |
| All | -22.9% | +177.1% | -199.9% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded APA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling